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Glide path

A pre-set schedule that shifts a portfolio from growth assets toward defensive assets as a target date approaches.

A glide path answers the allocation question once, for every future year. A common shape holds 90% equities thirty years from the target date, 60% ten years out, and 35% at the date itself, then continues to decline for a decade afterwards.

The reasoning is that the ability to recover from a loss depends on remaining earning years and remaining contributions. A 40% drawdown thirty years out is repaired by future compounding; the same drawdown in the first year of withdrawals may not be. See sequence-of-returns-risk.

Two variants exist: a "to" path that reaches its final mix at the target date, and a "through" path that keeps de-risking afterwards. They can differ by 15 or more percentage points of equity at the date itself, which is a large difference disguised by a similar name. See target-date-fund.

Related: target-date-fund, sequence-of-returns-risk, asset-allocation, safe-withdrawal-rate, dynamic-asset-allocation

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Risk and reward on one tradeA price scale showing an entry with a stop two points below and a target six points above, so the reward band is three times the risk band.PRICETARGET 106.00ENTRY 100.00STOP 98.00REWARDRISK6.00 pointsthree times the risk2.00 pointsthe most you loserisk : reward = 1 : 3
Risk and reward on one trade. One trade on a price scale: the entry sits 2.00 points above the stop and 6.00 points below the target, so the shaded reward band is three times the risk band. The ratio compares what is lost if the stop is hit with what is gained if the target is reached.
An equity curve and its drawdownAn account balance rising over a year, falling from a peak to a trough, then climbing back to the old peak.ACCOUNT EQUITY$20k$12k$8k024681012TIME (MONTHS)PEAK $16,000TROUGH $12,000DRAWDOWN−25%RECOVERY
Equity curve and drawdown. An account balance plotted month by month. The fall from the $16,000 peak to the $12,000 trough is a 25% drawdown, and the shaded area lasts until the balance climbs back to the old peak.

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